+14,609.4%
SPGI vs DOV
+6,322.5%
+8,286.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +0.3% | -1.9% | +2.1% | +1.0% |
| 30D | +18.4% | +8.3% | +10.1% | +14.3% |
| 3M | +15.7% | -3.1% | +18.8% | +17.0% |
| 6M | +17.3% | -9.8% | +27.1% | +21.4% |
| YTD | -4.7% | +5.2% | -9.9% | -8.6% |
| 1Y | +1.8% | +15.3% | -13.5% | -6.3% |
| 3Y | +31.7% | +58.8% | -27.1% | +3.5% |
| 5Y | +12.1% | +26.6% | -14.5% | -3.5% |
| 10Y | +341.9% | +351.6% | -9.7% | +118.1% |
| All | +14,609.4% | +6,322.5% | +8,286.9% | +3,033.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling